Volatility
Life & Pension Risk Nordics: Market volatility and Solvency II 'present...
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
In-house probe will look at role of internal model change, among other factors
Vanguard’s chief investment officer, Jeff Molitor, reflects on what was forecast for 2011 and how these predictions compared to actual global political and financial events, and suggests how investors...
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How banks needs to consider their IT infrastructure
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Sell VStoxx and buy Vix futures, says BarCap
The divergence between US and European volatility measures has grown in the first quarter of 2012, according to Barclays Capital
White House seeks tools to fight ‘excessive’ oil speculation
On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to give the US Commodities Futures Trading Commission (CFTC)...
Sponsored statement: Ito33
Local volatility was, for a long time, seen as being a universal panacea. However, cracks appeared and we have been forced to look elsewhere for a new framework. Philippe Henrotte, co-founder, partner and head of financial theory and research at Ito33,...
CMS: covering all bases
Simon Cedervall and Vladimir Piterbarg develop a new vanilla model that directly links constant maturity swap (CMS) and payment convexity in general payouts to volatilities of swaptions of all relevant tenors, as well as prices of CMS spread options,...
ETF providers look to alternative beta
Alternatively-weighted indexes are attracting more and more attention from ETF providers. So far this year Ossiam, PowerShares and State Street have listed ETFs that provide exposure to equities weighted to minimise risk, capture high beta, and increase...
ETFs have improved price efficiency between spot and futures markets...
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
Asian investors warm to volatility as demand for yield enhancement strategies...
The need for better returns in a low-yield market environment is encouraging Asian investors to take a closer look at alternative investment strategies and the use of volatility as a hedging tool, with banks launching more enhanced, dynamic strategies...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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